Soc. Generale Call 1600 C9F 17.09.../  DE000SB4FG65  /

EUWAX
4/23/2021  8:38:13 AM Chg.-0.060 Bid10:29:55 AM Ask10:30:00 AM Underlying Strike price Expiration date Option type
0.610EUR -8.96% 0.620
Bid Size: 5,000
0.670
Ask Size: 5,000
CHIPOTLE MEX.GR. DL... 1,600.00 - 9/17/2021 Call

Master data

WKN: SB4FG6
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,600.00 -
Maturity: 9/17/2021
Issue date: 8/11/2020
Last trading day: 9/16/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.26
Parity: -3.68
Time value: 0.65
Break-even: 1,665.00
Moneyness: 0.77
Premium: 0.35
Premium p.a.: 1.11
Spread abs.: 0.02
Spread %: 3.08%
Delta: 0.23
Theta: -0.29
Omega: 4.36
Rho: 0.88
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.07%
1 Month
  -23.75%
3 Months
  -50.00%
YTD
  -26.51%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.960 0.670
1M High / 1M Low: 1.000 0.610
6M High / 6M Low: 1.510 0.410
High (YTD): 2/2/2021 1.510
Low (YTD): 3/5/2021 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   0.775
Avg. volume 1M:   0.000
Avg. price 6M:   0.820
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.91%
Volatility 6M:   188.98%
Volatility 1Y:   -
Volatility 3Y:   -